-4.1%
XLC vs ZS
-41.8%
+37.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.1% | -5.2% | +8.3% | +3.3% |
| 30D | -4.2% | -15.5% | +11.3% | -3.7% |
| 3M | -2.1% | +9.0% | -11.1% | -2.8% |
| 6M | -6.6% | +32.2% | -38.8% | -8.4% |
| YTD | -7.8% | -14.1% | +6.3% | -8.3% |
| 1Y | -4.1% | -39.1% | +35.0% | -2.3% |
| All | -4.1% | -41.8% | +37.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling